+66.7%
FERG vs FAST
+99.1%
-32.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +8.2% | +5.0% | +3.2% | +5.4% |
| 30D | +14.4% | +8.6% | +5.8% | +9.3% |
| 3M | +4.3% | +6.9% | -2.6% | +0.6% |
| 6M | +7.9% | +29.6% | -21.7% | -6.4% |
| YTD | +16.3% | +41.4% | -25.2% | -4.2% |
| 1Y | +2.2% | +38.5% | -36.3% | -14.9% |
| All | +66.7% | +99.1% | -32.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling